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Titel:

Many-Core Architectures Boost the Pricing of Basket Options on Adaptive Sparse Grids

Autor(en):
Heinecke, Alexander; Jepsen, Jacob; Bungartz, Hans-Joachim
Stichworte:
MAC Cluster
Kongress- / Buchtitel:
WHPCF'13: Sixth Workshop on High Performance Computational Finance held in conjunction with Supercomputing 2013: The International Conference for High Performance Computing, Networking, Storage and Analysis
Verlag / Institution:
ACM
Verlagsort:
Denver, CO, USA
Jahr:
2013
Monat:
Nov
Seiten:
01. Sep
Print-ISBN:
9,78145E+12
Hinweise:
mediatitle: WHPCF'13: Sixth Workshop on High Performance Computational Finance held in conjunction with Supercomputing 2013: The International Conference for High Performance Computing, Networking, Storage and Analysis
address: Denver, CO, USA
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